+182.7%
SW vs DG
+122.0%
+60.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +6.8% | +9.5% | -2.7% | +5.7% |
| 3M | -5.2% | +5.5% | -10.7% | -5.8% |
| 6M | +7.4% | +16.1% | -8.7% | +5.6% |
| YTD | +17.4% | +2.7% | +14.7% | +16.7% |
| 1Y | +27.1% | +42.1% | -15.0% | +23.2% |
| 3Y | +47.9% | +19.3% | +28.6% | +43.7% |
| 5Y | -2.6% | -35.3% | +32.8% | 0.0% |
| All | +182.7% | +122.0% | +60.7% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling